[Note from Admin: this sticky thread will contain tips and tut's for how to create your own games for Zune!]
First, here's a decent FAQ on the XNA forum: http://forums.xna.com/35/ShowForum.aspx
Below is a link to a guy who shows you a basic way to make a quick game but just showing text (very basic) he uses Visual Basic (instructions all the same on all visual products..... the game itself is the source document link on top of the page
juggle is the game http://go.microsoft.com/?linkid=8866342
Watch the video because he shows the creation of a game.
NOTE: pay close attention to what he types (does not tell every detail) pause it alot until you get it... if his words aren;t able to show you how then i will just look and tell you how he does it.......http://blogs.msdn.com/dawate/archive/2008/05/08/xna-games-on-the-zune-a-brief-how-to.aspx